Zhaodong Wang obtained his PhD degree in computer science from Shanghai Jiaotong University. He is an expert in high performance system design. He was the CEO of Shanghai Futures Information Technology Corp. Ltd. During this time, he designed the trading system for Shanghai Futures Exchange, China Finance Futures Exchange and many other systems in area of finance. Later, he set up a hedge fund focus on high frequency trading.
Weian Zheng was professor of mathematics at the University of California, Irvine, USA for 21 years. He obtained his Doctor of Science degree from University of Strasbourg, France. He is currently professor and chair of Department of Financial Engineering, East China Normal University, Shanghai, China.
发表于2024-12-24
High-Frequency Trading and Probability Theory 2024 pdf epub mobi 电子书
图书标签: 高频交易 金融 量化 交易 程序化交易 交易理论与哲学 中国 microstructure
This book is the first of its kind to treat high-frequency trading and technical analysis as accurate sciences. The authors reveal how to build trading algorithms of high-frequency trading and obtain stable statistical arbitrage from the financial market in detail. The authors' arguments are based on rigorous mathematical and statistical deductions and this will appeal to people who believe in the theoretical aspect of the topic.
最初读到这本书是因为我在本书作者王兆东创立的公司工作。读此书让我发现了自己所知甚少,于是不得不恶补书中所涉及的各种基础知识。
评分最初读到这本书是因为我在本书作者王兆东创立的公司工作。读此书让我发现了自己所知甚少,于是不得不恶补书中所涉及的各种基础知识。
评分最初读到这本书是因为我在本书作者王兆东创立的公司工作。读此书让我发现了自己所知甚少,于是不得不恶补书中所涉及的各种基础知识。
评分重点是中国的高频交易,值此改革之际,可速读。难度较低,识记较多
评分重点是中国的高频交易,值此改革之际,可速读。难度较低,识记较多
High-Frequency Trading and Probability Theory 2024 pdf epub mobi 电子书